+39.2%
WEC vs FRSH
-72.0%
+111.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +1.1% |
| 7D | +0.8% | -10.1% | +10.9% | +0.8% |
| 30D | +0.3% | +2.2% | -1.9% | +0.3% |
| 3M | -2.9% | +28.6% | -31.5% | -2.9% |
| 6M | -5.9% | +40.2% | -46.1% | -5.9% |
| YTD | +4.1% | -1.2% | +5.4% | +4.3% |
| 1Y | +3.1% | -7.9% | +11.0% | +3.3% |
| 3Y | +40.8% | -44.7% | +85.5% | +41.5% |
| All | +39.2% | -72.0% | +111.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling